Articles by Markus Gesmann

How to place titles in lattice plots

June 16, 2015 | Markus Gesmann

I like the Economist theme in the latticeExtra package. It produces nice looking charts that mimic the design of the weekly newspaper, such as in this example:For some time I wondered how I could put the title of my lattice plots into the top left corner as well (by ... [Read more...]

Using system and web fonts in R plots

June 9, 2015 | Markus Gesmann

The forthcoming R Journal has an interesting article on the showtext package by Yixuan Qiu. The package allows me to use system and web fonts directly in R plots, reminding me a little of the approach taken by XeLaTeX. But "unlike other methods to embe... [Read more...]

Back from R/Finance in Chicago

June 2, 2015 | Markus Gesmann

I had a great time at the R/Finance conference in Chicago last Friday/Saturday. Some brief takeaways for me were:From Emanuel Derman's talk: It is is important to distinguish between theories and models. Theories live in an abstract world and for a giv... [Read more...]

Posterior predictive output with Stan

May 18, 2015 | Markus Gesmann

I continue my Stan experiments with another insurance example. Here I am particular interested in the posterior predictive distribution from only three data points. Or, to put it differently I have a customer of three years and I'd like to predict the expected claims cost for the next year to ...
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Hello Stan!

May 12, 2015 | Markus Gesmann

In my previous post I discussed how Longley-Cook, an actuary at an insurance company in the 1950's, used Bayesian reasoning to estimate the probability for a mid-air collision of two planes.Here I will use the same model to get started with Stan/RStan, a probabilistic programming language for Bayesian ... [Read more...]

R in Insurance 2015 Conference Programme

April 28, 2015 | Markus Gesmann

The programme for the 3rd R in Insurance conference is on-line. The event will take place on 29 June 2015 at the University of Amsterdam. Time to register now. Special thanks to our sponsors, without whom the conference wouldn't be possible: CYBAEA, RS...
[Read more...]

Combining several lattice charts into one

April 21, 2015 | Markus Gesmann

Last week I mentioned the grid.arrange function of the gridExtra package that allows me to combine graphical grid objects onto one page. The latticeExtra package provides another elegant solution for trellis (lattice) plots: the function c.trellis() or...
[Read more...]

Plotting tables alsongside charts in R

April 14, 2015 | Markus Gesmann

Occasionally I'd like to plot a table alongside a chart in R, e.g. to present summary statistics of the graph itself. Thanks to the gridExtra package this is quite straightforward. The function tableGrob creates a table like plot of a data frame, while...
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Test Driven Analysis

April 7, 2015 | Markus Gesmann

I mused about Test Driven Analysis on this blog before, but it was Richard Pugh's talk on SAS to R Migration at LondonR last week that brought the topic back into my mind and clarified a few things.Rich's presentation focused on the challenge of how to... [Read more...]

Interactive pivot tables with R

March 31, 2015 | Markus Gesmann

I love interactive pivot tables. That is the number one reason why I keep using spreadsheet software. The ability to look at data quickly in lots of different ways, without a single line of code helps me to get an understanding of the data really fast... [Read more...]

ChainLadder 0.2.0 adds Solvency II CDR functions

March 24, 2015 | Markus Gesmann

ChainLadder is an R package that provides statistical methods and models for claims reserving in general insurance.With version 0.2.0 we added new functions to estimate the claims development result (CDR) as required under Solvency II. Special thanks to Alessandro Carrato, Giuseppe Crupi and Mario Wüthrich who have contributed code ...
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Notes from the Kölner R meeting, 6 March 2015

March 10, 2015 | Markus Gesmann

At last Friday's Cologne R user group meeting we welcomed two Northerners from the left and right (or 'right' and 'wrong') side of the Rhine.Using R in Excel via R.NETGünter Faes and Matthias SpixDownload slidesGünter and Michael presented examples of a new R Excel plugin 'Calidris' ... [Read more...]

Next Kölner R User Meeting: Friday, 6 March 2014

March 3, 2015 | Markus Gesmann

The next Cologne R user group meeting is scheduled for this Friday, 6 March 2014 and we have an exciting agenda with two talks, followed by networking drinks:Using R in Excel via R.NETGünter Faes and Matthias SpixMS Office and Excel are the 'de-facto' standards in many industries. Using R ... [Read more...]

Minimal examples help

February 24, 2015 | Markus Gesmann

The other day I got stuck working with a huge data set using data.table in R. It took me a little while to realise that I had to produce a minimal reproducible example to actually understand why I got stuck in the first place. I know, this is the ... [Read more...]

Reading Arduino data directly into R

February 17, 2015 | Markus Gesmann

I have experimented with reading an Arduino signal into R in the past, using Rserve and Processing. Actually, it is much easier. I can read the output of my Arduino directly into R with the scan function. Here is my temperature sensor example again:And all it needs to read ...
[Read more...]

R in Insurance 2015: Registration Opened

February 3, 2015 | Markus Gesmann

The registration for the third conference on R in Insurance on Monday 29 June 2015 at the University of Amsterdam has opened. This one-day conference will focus again on applications in insurance and actuarial science that use R, the lingua franca for ... [Read more...]

googleVis version 0.5.8 released

January 27, 2015 | Markus Gesmann

We released googleVis version 0.5.8 on CRAN last week. The update is a maintenance release for the forthcoming release of R 3.2.0. Screen shot of some of the Google ChartsNew to googleVis? The package provides an interface between R and the Google Char... [Read more...]

Extended Kalman filter example in R

January 13, 2015 | Markus Gesmann

Last week's post about the Kalman filter focused on the derivation of the algorithm. Today I will continue with the extended Kalman filter (EKF) that can deal also with nonlinearities. According to Wikipedia the EKF has been considered the de facto standard in the theory of nonlinear state estimation, navigation ...
[Read more...]
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